Credibility theory: a new view from the theory of second order optimal statistics
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- Virginia Young, 1998. "Credibility Using a Loss Function from Spline Theory," North American Actuarial Journal, Taylor & Francis Journals, vol. 2(1), pages 101-111.
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Cited by:
- Mahmoud Hamada & Emiliano A. Valdez, 2008.
"CAPM and Option Pricing With Elliptically Contoured Distributions,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(2), pages 387-409, June.
- Mahmoud Hamada & Emiliano A. Valdez, 2004. "CAPM and Option Pricing with Elliptical Disbributions," Research Paper Series 120, Quantitative Finance Research Centre, University of Technology, Sydney.
- Furman, Edward & Landsman, Zinoviy, 2010. "Multivariate Tweedie distributions and some related capital-at-risk analyses," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 351-361, April.
- Payandeh Najafabadi, Amir T. & Hatami, Hamid & Omidi Najafabadi, Maryam, 2012. "A maximum-entropy approach to the linear credibility formula," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 216-221.
- Pitselis, Georgios, 2013. "Pure robust versus robust portfolio unbiased—Credibility and asymptotic optimality," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 391-403.
- Payandeh Najafabadi, Amir T., 2010.
"A new approach to the credibility formula,"
Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 334-338, April.
- Payandeh Najafabadi, Amir T., 2010. "A new approach to the credibility formula," MPRA Paper 21587, University Library of Munich, Germany, revised 0020.
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